+471.8%
SYY vs RCAT
-100.0%
+571.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +1.1% |
| 7D | +0.3% | -5.9% | +6.3% | +0.3% |
| 30D | -4.8% | -19.7% | +14.9% | -4.7% |
| 3M | -7.1% | -62.9% | +55.8% | -6.9% |
| 6M | +6.8% | -59.6% | +66.4% | +6.9% |
| YTD | +7.7% | -52.1% | +59.7% | +7.7% |
| 1Y | +5.7% | -50.9% | +56.6% | +5.7% |
| 3Y | +24.6% | +333.8% | -309.2% | +23.8% |
| 5Y | +15.6% | +40.7% | -25.1% | +15.0% |
| 10Y | +87.9% | -99.8% | +187.7% | +84.2% |
| All | +471.8% | -100.0% | +571.8% | +436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling